On the Characterization of Generalized Derivatives for the Solution Operator of the Bilateral Obstacle Problem

TL;DR

This paper characterizes the Bouligand generalized derivatives of the solution operator for bilateral obstacle problems with control in nonlinear source terms, providing new insights for optimization and numerical methods.

Contribution

It derives specific elements of the Bouligand generalized differential for bilateral obstacle problems under natural monotonicity conditions, extending previous unilateral results.

Findings

Constructed monotone sequences of controls with Gâteaux differentiability

Characterized limit elements as solutions to Dirichlet problems on quasi-open domains

Identified additional elements of the Bouligand generalized differential for bilateral obstacles

Abstract

We consider optimal control problems for a wide class of bilateral obstacle problems where the control appears in a possibly nonlinear source term. The non-differentiability of the solution operator poses the main challenge for the application of efficient optimization methods and the characterization of Bouligand generalized derivatives of the solution operator is essential for their theoretical foundation and numerical realization. In this paper, we derive specific elements of the Bouligand generalized differential if the control operator satisfies natural monotonicity properties. We construct monotone sequences of controls where the solution operator is G\^ateaux differentiable and characterize the corresponding limit element of the Bouligand generalized differential as being the solution operator of a Dirichlet problem on a quasi-open domain. In contrast to a similar recent result for the unilateral obstacle problem [RU19], we have to deal with an opposite monotonic behavior of the active and strictly active sets corresponding to the upper and lower obstacle. Moreover, the residual is no longer a nonnegative functional on H^{-1} and its representation as the difference of two nonnegative Radon measures requires special care. This necessitates new proof techniques that yield two elements of the Bouligand generalized differential. Also for the unilateral case we obtain an additional element to that derived in [RU19].